V-Lab: Norwegian Krone AGARCH Volatility Analysis

V-Lab

Norwegian Krone AGARCH Volatility Analysis

Volatility Prediction for Monday, July 7th, 2025:8.13% (+0.06%)

Analysis last updated: Friday, July 4, 2025 at 07:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0021	14.24
$α$	0.0287	25.44
$β$	0.9658	769.52
$γ$	-0.0387	-2.48

Estimation Period:
Jan 2, 1990 to Jul 4, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts